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We study the problem of learning optimal policy from a set of discrete treatment options using observational data. We propose a piecewise linear neural network model that can balance strong prescriptive performance and interpretability,…
In the past decade, deep learning became the prevalent methodology for predictive modeling thanks to the remarkable accuracy of deep neural networks in tasks such as computer vision and natural language processing. Meanwhile, the structure…
A deep neural network using rectified linear units represents a continuous piecewise linear (CPWL) function and vice versa. Recent results in the literature estimated that the number of neurons needed to exactly represent any CPWL function…
We develop a variational framework to understand the properties of functions learned by fitting deep neural networks with rectified linear unit activations to data. We propose a new function space, which is reminiscent of classical bounded…
This work proposes an unsupervised fusion framework based on deep convolutional transform learning. The great learning ability of convolutional filters for data analysis is well acknowledged. The success of convolutive features owes to…
Over-parameterized neural networks generalize well in practice without any explicit regularization. Although it has not been proven yet, empirical evidence suggests that implicit regularization plays a crucial role in deep learning and…
The activation function is at the heart of a deep neural networks nonlinearity; the choice of the function has great impact on the success of training. Currently, many practitioners prefer the Rectified Linear Unit (ReLU) due to its…
LASSO regularization is a popular regression tool to enhance the prediction accuracy of statistical models by performing variable selection through the $\ell_1$ penalty, initially formulated for the linear model and its variants. In this…
Deep convolutional neural networks trained on large datsets have emerged as an intriguing alternative for compressing images and solving inverse problems such as denoising and compressive sensing. However, it has only recently been realized…
Deep Reinforcement Learning has enabled the learning of policies for complex tasks in partially observable environments, without explicitly learning the underlying model of the tasks. While such model-free methods achieve considerable…
Understanding the computational complexity of training simple neural networks with rectified linear units (ReLUs) has recently been a subject of intensive research. Closing gaps and complementing results from the literature, we present…
Based on its great successes in inference and denosing tasks, Dictionary Learning (DL) and its related sparse optimization formulations have garnered a lot of research interest. While most solutions have focused on single layer…
For most state-of-the-art architectures, Rectified Linear Unit (ReLU) becomes a standard component accompanied with each layer. Although ReLU can ease the network training to an extent, the character of blocking negative values may suppress…
Neural networks have achieved remarkable success in many cognitive tasks. However, when they are trained sequentially on multiple tasks without access to old data, their performance on early tasks tend to drop significantly. This problem is…
Convolution neural networks have achieved remarkable performance in many tasks of computing vision. However, CNN tends to bias to low frequency components. They prioritize capturing low frequency patterns which lead them fail when suffering…
Continual learning aims to emulate the human ability to continually accumulate knowledge over sequential tasks. The main challenge is to maintain performance on previously learned tasks after learning new tasks, i.e., to avoid catastrophic…
Recurrent Neural Networks (RNNs) are very successful at solving challenging problems with sequential data. However, this observed efficiency is not yet entirely explained by theory. It is known that a certain class of multiplicative RNNs…
Loss of plasticity, trainability loss, and primacy bias have been identified as issues arising when training deep neural networks on sequences of tasks -- all referring to the increased difficulty in training on new tasks. We propose to use…
Rectified linear activation units are important components for state-of-the-art deep convolutional networks. In this paper, we propose a novel S-shaped rectified linear activation unit (SReLU) to learn both convex and non-convex functions,…
Deep hedging represents a cutting-edge approach to risk management for financial derivatives by leveraging the power of deep learning. However, existing methods often face challenges related to computational inefficiency, sensitivity to…